| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 655045.2907 | 510145.4231 | 144899.8676 | 1317188.0302 | -1022145.6529 | 2339333.6831 |
| Total P&L (%) | 655.0453 | 510.1454 | 144.8999 | 1317.188 | -1022.1457 | 2339.3337 |
| Avg Daily Profit (%) | 0.3145 | 0.245 | 0.0696 | 0.1274 | 0 | 0.1535 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102594 | -90282 | -105578 | -2665167 | -2793964 | -1005656 |
| Profit Factor | 1.7078 | 2.0983 | 1.3143 | 1.1042 | 0.8561 | 1.4229 |
| Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
| Winning Trades | 74 | 30 | 44 | 74 | 30 | 44 |
| Losing Trades | 122 | 68 | 54 | 122 | 68 | 54 |
| Profitability (%) | 37.7551 | 30.6122 | 44.898 | 37.7551 | 30.6122 | 44.898 |
| Ratio Avg Win / Avg Loss | 2.8156 | 4.7562 | 1.613 | 1.8205 | 1.9406 | 1.7463 |
| Largest Winning Trade | 259716 | 259716 | 57510 | 1394665 | 1394665 | 834221 |
| Largest Losing Trade | -31577 | -20203 | -31577 | -534248 | -534248 | -393614 |
| Avg Bars in Trades | 124 | 114 | 135 | 124 | 114 | 135 |
| Avg Bars in Winners | 208 | 215 | 204 | 208 | 215 | 204 |
| Avg Bars in Losers | 74 | 69 | 79 | 74 | 69 | 79 |
| Bars Traded | 24486 | 11175 | 13311 | 24486 | 11175 | 13311 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306626 | 164863 | -101027 | -131023 | -585832 | 263133 |
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580313600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758958955628,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
655045.29069882,
510145.4230670753,
144899.8676317445,
1317188.0301948672,
-1022145.6528752191,
2339333.6830700845
],
[
655.045291,
510.145423,
144.899868,
1317.18803,
-1022.145653,
2339.333683
],
[
0.314548,
0.244968,
0.06958,
0.127392,
0,
0.153506
],
[
10,
10,
10,
10,
10,
10
],
[
-102594,
-90282,
-105578,
-2665167,
-2793964,
-1005656
],
[
1.707807,
2.09832,
1.31433,
1.104238,
0.856125,
1.422873
],
[
196,
98,
98,
196,
98,
98
],
[
74,
30,
44,
74,
30,
44
],
[
122,
68,
54,
122,
68,
54
],
[
37.755102,
30.612245,
44.897959,
37.755102,
30.612245,
44.897959
],
[
2.815574,
4.756191,
1.613042,
1.8205,
1.94055,
1.746253
],
[
259716,
259716,
57510,
1394665,
1394665,
834221
],
[
-31577,
-20203,
-31577,
-534248,
-534248,
-393614
],
[
124,
114,
135,
124,
114,
135
],
[
208,
215,
204,
208,
215,
204
],
[
74,
69,
79,
74,
69,
79
],
[
24486,
11175,
13311,
24486,
11175,
13311
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306626,
164863,
-101027,
-131023,
-585832,
263133
]
]
}
{
"trading_pair": "ENJ_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580313600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758958955628,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|